Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49323.41 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45261.87 Kr¶

PnL: ---------------------------------------> 205.87 Kr¶

DD now: ---------------------------------> -7.148 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:20:17.434188'

Anic Portfolio¶

Today¶

Return: -0.795 %¶

This Week¶

Return: 0.041 %¶

Total portfolio value¶

Return including deposits: 61.472 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.150000 1665.180000 196.180000 13.350000 1468.999998
Orrön Energy 180 -0.900000 2182.500000 139.500000 6.830000 2043.000000
Sedana Medical 93 -0.910000 2637.480000 116.480000 4.620000 2521.000011
Atrium Ljungberg B 5 -0.850000 986.500000 51.500000 5.510000 935.000000
JM 6 -0.530000 897.600000 33.600000 3.890000 864.000000
Catena 2 -1.570000 825.600000 33.600000 4.240000 792.000000
Platzer Fastigheter Holding B 12 -2.710000 992.400000 31.400000 3.270000 960.999996
Hoist Finance 35 -0.690000 1009.750000 29.750000 3.040000 980.000000
Sagax B 4 -1.600000 882.800000 28.800000 3.370000 854.000000
Hexatronic Group 12 -0.740000 994.320000 27.320000 2.830000 966.999996
Sagax A 4 -1.790000 880.000000 26.000000 3.040000 854.000000
VEF 909 -1.900000 1872.540000 22.540000 1.220000 1850.000436
HEXPOL B 9 0.610000 1034.100000 13.100000 1.280000 1020.999996
Gränges 9 -0.290000 939.600000 11.600000 1.250000 927.999999
Bilia A 8 -0.520000 911.200000 11.200000 1.240000 900.000000
Biotage 7 -0.800000 949.900000 8.900000 0.950000 940.999997
Byggmax Group 33 -1.220000 961.620000 5.620000 0.590000 956.000001
Clas Ohlson B 12 -0.730000 976.800000 3.800000 0.390000 972.999996
AcadeMedia 8 -0.390000 404.800000 2.800000 0.700000 402.000000
ASSA ABLOY B 3 0.040000 780.000000 1.000000 0.130000 779.000001
BioGaia B 8 -2.190000 929.600000 -0.400000 -0.040000 930.000000
OX2 13 -0.610000 949.000000 -1.000000 -0.110000 949.999999
EQT 4 -1.580000 823.200000 -8.800000 -1.060000 832.000000
Alimak Group 11 -0.840000 910.800000 -17.200000 -1.850000 927.999996
SKF B 5 0.300000 921.000000 -19.000000 -2.020000 940.000000
Nordic Waterproofing Holding 7 -0.590000 947.800000 -19.200000 -1.990000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Addnode Group B 11 -1.590000 887.700000 -33.300000 -3.620000 921.000003
Indutrade 5 -0.550000 1183.500000 -34.500000 -2.830000 1218.000000
Vitec Software Group B 2 -1.420000 1044.000000 -43.000000 -3.960000 1087.000000
Latour B 4 -0.490000 812.000000 -45.000000 -5.250000 857.000000
Hexagon B 26 -1.250000 3390.400000 -70.600000 -2.040000 3461.000010
Bufab 3 -1.310000 1036.800000 -72.200000 -6.510000 1109.000001
INVISIO 16 -0.660000 3592.000000 -97.000000 -2.630000 3689.000000
BHG Group 97 -2.110000 1352.180000 -106.820000 -7.320000 1458.999989
TOTAL 45261.870000 205.870000 -7.14781% 45056.000411

Updated:¶

'2023-07-05 09:20:34.075868'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶